An $L_{q}(L_{p})$-theory of divergence and non-divergence form parabolic equations is presented. The main coefficients are supposed to belong to the class $VMO_{x}$, which, in particular, contains all measurable functions depending only on $t$. The method of proving simplifies the methods previously used in the case $p=q$.
An $L_{p}$-theory of divergence and non-divergence form elliptic and parabolic equations is presented. The main coefficients are supposed to belong to the class $VMO_{x}$, which, in particular, contains all functions independent of $x$. Weak uniqueness of the martingale problem associated with such equations is obtained.
Second order parabolic equations in Sobolev spaces with mixed norms are studied. The leading coefficients (except $a^{11}$) are measurable in both time and one spatial variable, and VMO in the other spatial variables. The coefficient $a^{11}$ is measurable in time and VMO in the spatial variables. The unique solvability of equations in the whole space is applied to solving Dirichlet and oblique derivative problems for parabolic equations defined in a half-space.
We prove the solvability in Sobolev spaces $W^{1,2}_p$, $p>d+1$, of the terminal-boundary value problem for a class of fully nonlinear parabolic equations, including parabolic Bellman's equations, in bounded cylindrical domains with VMO ``coefficients''. The solvability in $W^{2}_p$, $p>d$, of the corresponding elliptic boundary-value problem is also obtained.
We establish partial regularity for vector-valued solutions to parabolic systems where the coefficients are possibly discontinuous with respect to (x,t). More precisely, we assume a VMO-condition with respect to the (x,t) and continuity with respect to u and prove Hölder continuity of the solutions outside of singular sets.
We prove the $W^{1,2}_{p}$-solvability of second order parabolic equations in nondivergence form in the whole space for $p\in (1,\infty)$. The leading coefficients are assumed to be measurable in one spatial direction and have vanishing mean oscillation (VMO) in the orthogonal directions and the time variable in each small parabolic cylinder with the direction depending on the cylinder. This extends a recent result by Krylov [17] for elliptic equations and removes the restriction that $p>2$.
We prove that boundary value problems for fully nonlinear second-order parabolic equations admit $L_{p}$-viscosity solutions, which are in $C^{1+α}$ for an $α\in(0,1)$. The equations have a special structure that the "main" part containing only second-order derivatives is given by a positive homogeneous function of second-order derivatives and as a function of independent variables it is measurable in the time variable and, so to speak, VMO in spatial variables.
The solvability in Sobolev spaces $W^{1,2}_p$ is proved for nondivergence form second order parabolic equations for $p>2$ close to 2. The leading coefficients are assumed to be measurable in the time variable and two coordinates of space variables, and almost VMO (vanishing mean oscillation) with respect to the other coordinates. This implies the $W^{2}_p$-solvability for the same $p$ of nondivergence form elliptic equations with leading coefficients measurable in two coordinates and VMO in the others. Under slightly different assumptions, we also obtain the solvability results when $p=2$.
We prove mixed $L_{p}(L_{q})$-estimates, with $p,q\in(1,\infty)$, for higher-order elliptic and parabolic equations on the half space $\R^{d+1}_{+}$ with general boundary conditions which satisfy the Lopatinskii--Shapiro condition. We assume that the elliptic operators $A$ have leading coefficients which are in the class of vanishing mean oscillations in both the time and the space variable. In the proof, we produce mean oscillation estimates for equations on the half space with general boundary conditions.
We prove the solvability of the parabolic $L^p$ Dirichlet boundary value problem for $1 < p \leq \infty$ for a PDE of the form $u_t = \mbox{div} (A \nabla u) + B \cdot \nabla u$ on time-varying domains where the coefficients $A= [a_{ij}(X, t)]$ and $B=[b_i]$ satisfy a certain natural small Carleson condition. This result brings the state of affairs in the parabolic setting up to the elliptic standard. Furthermore, we establish that if the coefficients of the operator $A,\,B$ satisfy a vanishing Carleson condition and the time-varying domain is of VMO type then the parabolic $L^p$ Dirichlet bou…
The unique solvability of parabolic equations in Sobolev spaces with mixed norms is presented. The second order coefficients (except $a^{11}$) are assumed to be only measurable in time and one spatial variable, and VMO in the other spatial variables. The coefficient $a^{11}$ is measurable in one spatial variable and VMO in the other variables.
We present a result about solvability in $W^{2}_{p}$, $p>d$, in the whole space $\bR^{d}$ of Bellman's equations with VMO ``coefficients''. Parabolic equations are touched upon as well.
We prove weighted mixed $L_{p}(L_{q})$-estimates, with $p,q\in(1,\infty)$, for higher-order elliptic and parabolic equations on the half space $\mathbb{R}^{d+1}_{+}$ and on domains with general boundary conditions which satisfy the Lopatinskii--Shapiro condition. We assume that the elliptic operators $A$ have leading coefficients which are in the class of vanishing mean oscillations both in the time and the space variables, and that the boundary conditions have variable leading coefficients. The proofs are based on and generalize the estimates recently obtained by the authors in [DG17]. [DG17]…
We prove weighted and mixed-norm Sobolev estimates for fully nonlinear elliptic and parabolic equations in the whole space under a relaxed convexity condition with almost VMO dependence on space-time variables. The corresponding interior and boundary estimates are also obtained.
This paper is a comprehensive study of $L_p$ estimates for time fractional wave equations of order $α\in (1,2)$ in the whole space, a half space, or a cylindrical domain. We obtain weighted mixed-norm estimates and solvability of the equations in both non-divergence form and divergence form when the leading coefficients have small mean oscillation in small cylinders.
We investigate the unique solvability of second order parabolic equations in non-divergence form in $W_p^{1,2}((0,T) \times \bR^d)$, $p \ge 2$. The leading coefficients are only measurable in either one spatial variable or time and one spatial variable. In addition, they are VMO (vanishing mean oscillation) with respect to the remaining variables.
We prove the mixed-norm Sobolev estimates for solutions to both divergence and non-divergence form time-dependent Stokes systems with unbounded measurable coefficients having small mean oscillations with respect to the spatial variable in small cylinders. As a special case, our results imply Caccioppoli's type estimates for the Stokes systems with variable coefficients. A new $ε$-regularity criterion for Leray-Hopf weak solutions of Navier-Stokes equations is also obtained as a consequence of our regularity results, which in turn implies some borderline cases of the well-known Serrin's regular…
In this paper, we review some results over the last 10-15 years on elliptic and parabolic equations with discontinuous coefficients. We begin with an approach given by N. V. Krylov to parabolic equations in the whole space with VMO$_x$ coefficients. We then discuss some subsequent development including elliptic and parabolic equations with coefficients which are allowed to be merely measurable in one or two space directions, weighted $L_p$ estimates with Muckenhoupt ($A_p$) weights, non-local elliptic and parabolic equations, as well as fully nonlinear elliptic and parabolic equations.
We consider uniformly elliptic and parabolic second-order equations with bounded zeroth-order and bounded VMO leading coefficients and possibly growing first-order coefficients. We look for solutions which are summable to the $p$-th power with respect to the usual Lebesgue measure along with their first and second-order derivatives with respect to the spatial variable.
This article studies the partial Hölder continuity of weak solutions to certain degenerate parabolic systems whose model is the differentiable parabolic $p(x,t)$-Laplacian system, \begin{equation*}\partial_t u-\operatorname{div}[μ(z)(1+|Du|^2)^{\frac{p(z)-2}{2}}Du]=0,\qquad p(z)\geq2.\end{equation*} Here, the exponential function $p(z)$ satisfies a logarithmic continuity condition. We show that if $μ(z)$ satisfies a certain VMO-type condition, then $u$ is locally Hölder continuous except for a measure zero set.
The solvability in Sobolev spaces with special mixed norms is proved for nondivergence form second order parabolic equations. The leading coefficients are assumed to be measurable in the time variable and two coordinates of space variables, and be almost in VMO (vanishing mean oscillation) with respect to the other coordinates. This solvability result implies the weak uniqueness of solutions of the corresponding stochastic Itô equations in the class of "good" solutions (which is nonempty). This also implies uniqueness of a Green's function in the class of "good" ones (which is always nonempty)…
In this paper we present a weighted $L_p$-theory of second-order parabolic partial differential equations defined on $C^1$ domains. The leading coefficients are assumed to be measurable in time variable and have VMO (vanishing mean oscillation) or small BMO (bounded mean oscillation) with respect to space variables, and lower order coefficients are allowed to be unbounded and to blow up near the boundary. Our BMO condition is slightly relaxed than the others in the literature.
We consider Stokes systems with measurable coefficients and Lions-type boundary conditions. We show that, in contrast to the Dirichlet boundary conditions, local boundary mixed-norm $L_{s,q}$-estimates hold for the spatial second-order derivatives of solutions, assuming the smallness of the mean oscillations of the coefficients with respect to the spatial variables in small cylinders. In the un-mixed norm case with $s=q=2$, the result is still new and provides local boundary Caccioppoli-type estimates. The main challenges in the work arise from the lack of regularity of the pressure and time d…
The paper is a comprehensive study of the $L_p$ and the Schauder estimates for higher-order divergence type parabolic systems with discontinuous coefficients in the half space and cylindrical domains with conormal derivative boundary condition. For the $L_p$ estimates, we assume that the leading coefficients are only bounded measurable in the $t$ variable and $VMO$ with respect to $x$. We also prove the Schauder estimates in two situations: the coefficients are Hölder continuous only in the $x$ variable; the coefficients are Hölder continuous in both variables.
Let Omega be a non-empty open proper and connected subset of R^n. Consider p elliptic Schrödinger type operator L_{E}u=A_{E}u+V in Omega, and the linear parabolic operator L_{P}u=A_{P}u+Vu in Omega x (0,T), where the coefficients of A_{E} and A_{P} are in VMO and the potential V satisfies a reverse-Hölder condition. The aim of this paper is to obtain a priori estimates for the operators L_{E} and L_{P} in weighted Sobolev spaces involving the distance to the boundary and weights in a local-A class.
The purpose of this paper is to study the parabolic system $u_t^i-D_α(a_{ij}^{αβ}D_βu^j)=-div f^i$ in the generalized Morrey Space $L_ϕ^{2,λ}$ . We would like to understand the regularity of the solutions of this system. It will be shown that 1: if $a_{ij}^{αβ}\in C(\bar{Q_{T}})$ then $Du\in L_ϕ^{2,λ}$, and 2: if $a_{ij}^{αβ}\in VMO(Q_{T})$ then $Du\in L_ϕ^{2,λ}$. Moreover we will be able to obtain estimates on the gradient of the solutions to the system, which will tell us about the regularity of the solutions.
The existence of strong solutions to general class of strongly coupled parabolic systems will be discussed. These systems can be degenerate or singular as boundedness of theirs solutions are unavailable and not assummed. The results greatly improve those in a recent papers \cite{letrans,dleJFA,dleANS} as the systems can have quadratic growth in gradients. A unified proof for both cases is presented. Most importantly, the VMO assumption in \cite{dleJFA,dleANS} will be replaced by a much versatile one thanks to a new local weighted Gagliardo-Nirenberg involving BMO norms. Degenerate and singular…
Let $\mathrm{X}=(X_{1},...,X_{q})$ be a family of real smooth vector fields satisfying Hömander's condition. The purpose of this paper is to establish gradient estimates in generalized Morrey spaces for weak solutions of the divergence degenerate parabolic system related to $X$ :%\[u_{t}^{i}+X_α^{\ast}(a_{ij}^{αβ}(z)X_βu^{j}%)=g_{i}+X_α^{\ast}f_{i}^α(z), \] where $α,β=1,2,...,q,$ $i,j=1,2,...,N$, $X_α^{\ast}$ is the transposed vector field of $X_α$, $z=(t,x)\in{\mathbb{R}}^{n+1}$, and coefficients $a_{ij}^{αβ}(z)$ belong to the space $VMO$ induced by the vector fields $X_{1}, ...,X_{q}$.
In this paper, we study parabolic equations in divergence form with coefficients that are singular degenerate as some Muckenhoupt weight functions in one spatial variable. Under certain conditions, weighted reverse Hölder's inequalities are established. Lipschitz estimates for weak solutions are proved for homogeneous equations with singular degenerate coefficients depending only on one spatial variable. These estimates are then used to establish interior, boundary, and global weighted estimates of Calderón-Zygmund type for weak solutions, assuming that the coefficients are partially VMO (vani…
We study a class of second-order degenerate linear parabolic equations in divergence form in $(-\infty, T) \times \mathbb R^d_+$ with homogeneous Dirichlet boundary condition on $(-\infty, T) \times \partial \mathbb R^d_+$, where $\mathbb R^d_+ = \{x \in \mathbb R^d\,:\, x_d>0\}$ and $T\in {(-\infty, \infty]}$ is given. The coefficient matrices of the equations are the product of $μ(x_d)$ and bounded uniformly elliptic matrices, where $μ(x_d)$ behaves like $x_d^α$ for some given $α\in (0,2)$, which are degenerate on the boundary $\{x_d=0\}$ of the domain. Under a partially VMO assumption on th…
We consider second-order divergence form uniformly parabolic and elliptic PDEs with bounded and $VMO_{x}$ leading coefficients and possibly linearly growing lower-order coefficients. We look for solutions which are summable to the $p$th power with respect to the usual Lebesgue measure along with their first derivatives with respect to the spatial variables.
We establish the existence of solutions of fully nonlinear parabolic second-order equations like $\partial_{t}u+H(v,Dv,D^{2}v,t,x)=0$ in smooth cylinders without requiring $H$ to be convex or concave with respect to the second-order derivatives. Apart from ellipticity nothing is required of $H$ at points at which $|D^{2}v|\leq K$, where $K$ is any fixed constant. For large $|D^{2}v|$ some kind of relaxed convexity assumption with respect to $D^{2}v$ mixed with a VMO condition with respect to $t,x$ are still imposed. The solutions are sought in Sobolev classes. We also establish the solvability…
We develop a method to study the structure of the common part of the boundaries of disjoint and possibly non-complementary time-varying domains in $\mathbb{R}^{n+1}$, $n \geq 2$, at the points of mutual absolute continuity of their respective caloric measures. Our set of techniques, which is based on parabolic tangent measures, allows us to tackle the following problems: 1) Let $Ω_1$ and $Ω_2$ be disjoint domains in $\mathbb{R}^{n+1}$, $n \geq 2$, which are quasi-regular for the heat equation and regular for the adjoint heat equation, and their complements satisfy a mild non-degeneracy hypothe…
The parabolic normalized p-Laplace equation is studied. We prove that a viscosity solution has a time derivative in the sense of Sobolev belonging locally to $L^2$.
We derive regularity estimates for viscosity solutions to the parabolic normalized p-Laplace. By using approximation methods and scaling arguments for the normalized p-parabolic operator, we show that the gradient of bounded viscosity solutions is locally asymptotically Lipschitz continuous when $p$ is sufficiently close to 2. In addition, we establish regularity estimates in Sobolev spaces.
We give an optimal in mixed (anisotropic) Strichartz type Lebesgue space-time norm estimates for the solution of linear parabolic inhomogeneous initial problem, with are exact or exact up to multiplicative constant coefficient evaluation.
We consider divergence form uniformly parabolic SPDEs with VMO bounded leading coefficients, bounded coefficients in the stochastic part, and possibly growing lower-order coefficients in the deterministic part. We look for solutions which are summable to the $p$th power, $p\geq2$, with respect to the usual Lebesgue measure along with their first-order derivatives with respect to the spatial variable. Our methods allow us to include Zakai's equation for the Kalman-Bucy filter into the general filtering theory.
Let $u=(u_h,u_3)$ be a smooth solution of the 3-D Navier-Stokes equations in $\R^3\times [0,T)$. It was proved that if $u_3\in L^{\infty}(0,T;\dot{B}^{-1+3/p}_{p,q}(\R^3))$ for $3<p,q<\infty$ and $u_h\in L^{\infty}(0,T; BMO^{-1}(\R^3))$ with $u_h(T)\in VMO^{-1}(\R^3)$, then $u$ can be extended beyond $T$. This result generalizes the recent result proved by Gallagher, Koch and Planchon, which requires $u\in L^{\infty}(0,T;\dot{B}^{-1+3/p}_{p,q}(\R^3))$. Our proof is based on a new interior regularity criterion in terms of one velocity component.
In order to extend the blow-up criterion of solutions to the Euler equations, Kozono and Taniuchi have proved a logarithmic Sobolev inequality by means of isotropic (elliptic) $BMO$ norm. In this paper, we show a parabolic version of the Kozono-Taniuchi inequality by means of anisotropic (parabolic) $BMO$ norm. More precisely we give an upper bound for the $L^{\infty}$ norm of a function in terms of its parabolic $BMO$ norm, up to a logarithmic correction involving its norm in some Sobolev space. As an application, we also explain how to apply this inequality in order to establish a long-time …
We establish $L_{q,p}$-estimates and solvability for mixed Dirichlet-conormal problems for parabolic equations in a cylindrical Reifenberg-flat domain with a rough time-dependent separation.
The boundary regularity for the normalized $p$-parabolic equation $u_t =\frac{1}{p}|Du|^{2-p}Δ_pu$ is studied. Perron's method is used to construct solutions in arbitrary domains. We classify the regular boundary points in terms of barrier functions, and prove an Exterior Sphere result. A fundamental solution is identified. A Petrovsky criterion is established, and we examine the convergence of solutions as $p \to \infty$.
We give a unified approach to weighted mixed-norm estimates and solvability for both the usual and time fractional parabolic equations in nondivergence form when coefficients are merely measurable in the time variable. In the spatial variables, the leading coefficients locally have small mean oscillations. Our results extend the previous result in [6] for unmixed $L_p$-estimates without weights.
We study boundary regularity for the normalized $p\mspace{1mu}$-parabolic equation in arbitrary bounded domains. Effros and Kazdan (Indiana Univ. Math. J. 20 (1970), 683-693) showed that the so-called tusk condition guarantees regularity for the heat equation. We generalize this result to the normalized $p\mspace{1mu}$-parabolic equation, and also obtain Hölder continuity. The tusk condition is a parabolic version of the exterior cone condition. We also obtain a sharp Petrovski criterion for the regularity of the latest moment of a domain. This criterion implies that the regularity of a bounda…
We prove the Lp,q-solvability of parabolic equations in divergence form with full lower-order terms. The coefficients and non-homogeneous terms belong to mixed Lebesgue spaces with the lowest integrability conditions. In particular, the coefficients for the lower-order terms are not necessarily bounded. We study both the Dirichlet and conormal derivative boundary value problems on irregular domains. We also prove embedding results for parabolic Sobolev spaces, the proof of which is of independent interest.
In this paper we study an evolution equation involving the normalized $p$-Laplacian and a bounded continuous source term. The normalized $p$-Laplacian is in non divergence form and arises for example from stochastic tug-of-war games with noise. We prove local $C^{α, \fracα{2}}$ regularity for the spatial gradient of the viscosity solutions. The proof is based on an improvement of flatness and proceeds by iteration.
We present a priori estimates and unique solvability results in the mixed-norm Lebesgue spaces for kinetic Kolmogorov-Fokker-Planck (KFP) equation in divergence form. The leading coefficients are bounded uniformly nondegenerate with respect to the velocity variable $v$ and satisfy a vanishing mean oscillation (VMO) type condition. We consider the $L_2$ case separately and treat more general equations which include the relativistic KFP equation.
We consider interior Hölder regularity of the spatial gradient of viscosity solutions to the normalized $p(x,t)$-Laplace equation $$ u_t=\left(δ_{ij}+(p(x,t)-2)\frac{u_i u_j}{|Du|^2}\right)u_{ij} $$ with some suitable assumptions on $p(x,t)$, which arises naturally from a two-player zero-sum stochastic differential game with probabilities depending on space and time.
In this paper, we prove the Lorentz space $L^{q,p}$-estimates for gradients of very weak solutions to the linear parabolic equations with $\mathbf{A}_q$-weights $$u_t-\operatorname{div}(A(x,t)\nabla u)=\operatorname{div}(F),$$ in a bounded domain $Ω\times (0,T)\subset\mathbb{R}^{N+1}$, where $A$ has a small mean oscillation, and $Ω$ is a Lipchistz domain with a small Lipschitz constant.
This paper concerns value functions of time-dependent tug-of-war games. We first prove the existence and uniqueness of value functions and verify that these game values satisfy a dynamic programming principle. Using the arguments in the proof of existence of game values, we can also deduce asymptotic behavior of game values when $T \to \infty$. Furthermore, we investigate boundary regularity for game values. Thereafter, based on the regularity results for value functions, we deduce that game values converge to viscosity solutions of the normalized parabolic $p$-Laplace equation.